Start-up fund looks to profit from early-stage bubbles

Market feedback loops have a signature that can be spotted and monetised, new fund SIMAG says

bubble stock market

In January 2007 Dietmar Peetz was searching for a model to forecast the possible repercussions of emerging US subprime mortgage losses in the wider markets.

“We thought of the markets as like a mechanical clock, and we knew you cannot remove one part without the clock stopping,” he recalls.

Peetz was a senior portfolio manager at Credit Suisse Asset Management but two years before had completed his PhD dissertation on hedge funds and market instability. When he went back to his books, he found

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Asset-liability management: Special report 2023

There is nothing new about the dynamics behind the ALM banking crisis of earlier this year: maturity transformation, liquidity risk and interest rate risk are at the heart of the traditional banking business model. But these old threats have been given…

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